+214.2%
CAT vs GEN
+31.4%
+182.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.9% |
| 7D | +9.3% | -3.0% | +12.3% | +9.7% |
| 30D | -21.5% | +24.7% | -46.2% | -23.8% |
| 3M | -29.1% | +4.1% | -33.2% | -29.5% |
| 6M | -33.4% | +36.0% | -69.4% | -37.7% |
| YTD | +6.6% | +10.9% | -4.3% | +4.3% |
| 1Y | +6.5% | +12.2% | -5.6% | +3.9% |
| 3Y | +162.7% | +63.3% | +99.4% | +131.5% |
| 5Y | +214.2% | +29.0% | +185.2% | +178.9% |
| All | +214.2% | +31.4% | +182.9% | +178.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling